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- 2017
-
Mark
Fundamental review of the trading book - The new approach to measure market risk
(
- Master (One yr)
- 2016
-
Mark
Measuring Financial Risks by Peak Over Threshold Method
(
- Master (One yr)
-
Mark
Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
(
- Master (Two yrs)
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
(
- Bach. Degree
- 2015
-
Mark
Measuring Risk with Expected Shortfall
(
- Master (One yr)
-
Mark
Investigation of the Fundamental Review of the Trading Book
(
- Master (Two yrs)
- 2014
-
Mark
Value at Risk & Expected Shortfall. En empirisk analys av riskmåttens parametrar
(
- Bach. Degree
- 2012
-
Mark
Portfolio optimization: The Downside risk framework versus the Mean-Variance framework
(
- Master (Two yrs)
- 2010
-
Mark
Expected Shortfall as a Complement to Value at Risk - A study applied to commodities
(
- Master (One yr)
- 2007
-
Mark
Om hur en banks value at risk bäst skattas med expected shortfall
(
- Bach. Degree
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